Metrics & Ratios
Volatility
The statistical measure of the dispersion of returns, typically expressed as the annualized standard deviation of returns. Higher volatility indicates greater uncertainty in an asset's price movements.
Related Terms
Articles about this term
Volatility Targeting: Scaling Risk for Better Returns
11 min
The Low Volatility Anomaly: Less Risk, More Return
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Correlation Breakdown During Crises: Why Diversification Fails When You Need It Most
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Tail Risk Hedging: Protecting Portfolios from Black Swans
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The Sharpe Ratio: Measuring Risk-Adjusted Returns
10 min